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Ralf Metzler

Publications and source records attributed to Ralf Metzler.

At least 73 records · Page 4Linked to original sources
arXiv2022

Unravelling the origins of anomalous diffusion: from molecules to migrating storks

Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of molecules to macroscopic, large-scale paths of migrating birds. Using data from multiple empirical systems, spanning 12 orders of magnitude in length and 8 orders of magnitude in time, we employ a method to detect the individual underlying origins of anomalous diffusion and transport in the data. This method decomposes anomalous transport into three primary effects: long-range correlations ("Joseph effect"), fat-tailed probability density of increments ("Noah effect"), and non-stationarity ("Moses effect"). We show that such a decomposition of real-life data allows to infer nontrivial behavioral predictions, and to resolve open questions in the fields of single particle tracking in living cells and movement ecology.

physics.data-an↗
arXiv2022

First-passage times in conical varying-width channels biased by a transverse gravitational force: Comparison of analytical and numerical results

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean first-passage time for such a system is derived under the assumption that the axial diffusion in a two-dimensional channel of smoothly varying geometry can be approximately described as a one-dimensional diffusion in an entropic potential with position-dependent effective diffusivity in terms of the modified Fick-Jacobs equation. We analyze the channel crossing dynamics in terms of the mean first-passage time, combining our analytical results with extensive two-dimensional Brownian dynamics simulations, allowing us to find the range of applicability of the one-dimensional approximation. We find that the effective particle diffusivity decreases with increasing amplitude of the external potential. Remarkably, the mean first-passage time for crossing the channel is shown to assume a minimum at finite values of the potential amplitude.

cond-mat.stat-mech↗
arXiv2022

Driven polymer translocation into a channel: Iso-flux tension propagation theory and Langevin dynamics simulations

Iso-flux tension propagation (IFTP) theory and Langevin dynamics (LD) simulations are employed to study the dynamics of channel-driven polymer translocation in which a polymer translocates into a narrow channel and the monomers in the channel experience a driving force $f_{\rm c}$. In the high driving force limit, regardless of the channel width, IFTP theory predicts $τ\propto f_{\textrm{c}}^β$ for the translocation time, where $β=-1$ is the force scaling exponent. Moreover, LD data show that for a very narrow channel fitting only a single file of monomers, the entropic force due to the subchain inside the channel does not play a significant role in the translocation dynamics, and the force exponent $β= -1$ regardless of the force magnitude. As the channel width increases the number of possible spatial configurations of the subchain inside the channel becomes significant, and the resulting entropic force causes the force exponent to drop below unity.

cond-mat.soft↗
arXiv2022

Bayesian inference of scaled versus fractional Brownian motion

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the possibility of measurement noise in both models. We find that for trajectories of a few hundred time points the procedure is able to resolve well the true model and parameters. Using the prior of the synthetic data generation process also for the inference, the approach is optimal based on decision theory. We include a comparison with inference using a prior different from the data generating one.

stat.ME↗
arXiv2022

Steering self-organisation through confinement

Self-organisation is the spontaneous emergence of spatio-temporal structures and patterns from the interaction of smaller individual units. Examples are found across many scales in very different systems and scientific disciplines, from physics, materials science and robotics to biology, geophysics and astronomy. Recent research has highlighted how self-organisation can be both mediated and controlled by confinement. Confinement occurs through interactions with boundaries, and can function as either a catalyst or inhibitor of self-organisation. It can then become a means to actively steer the emergence or suppression of collective phenomena in space and time. Here, to provide a common framework for future research, we examine the role of confinement in self-organisation and identify overarching scientific challenges across disciplines that need to be addressed to harness its full scientific and technological potential. This framework will not only accelerate the generation of a common deeper understanding of self-organisation but also trigger the development of innovative strategies to steer it through confinement, with impact, e.g., on the design of smarter materials, tissue engineering for biomedicine and crowd management.

nlin.AO↗
arXiv2022

Classification of anomalous diffusion in animal movement data using power spectral analysis

The field of movement ecology has seen a rapid increase in high-resolution data in recent years, leading to the development of numerous statistical and numerical methods to analyse relocation trajectories. Data are often collected at the level of the individual and for long periods that may encompass a range of behaviours. Here, we use the power spectral density (PSD) to characterise the random movement patterns of a black-winged kite (Elanus caeruleus) and a white stork (Ciconia ciconia). The tracks are first segmented and clustered into different behaviours (movement modes), and for each mode we measure the PSD and the ageing properties of the process. For the foraging kite we find $1/f$ noise, previously reported in ecological systems mainly in the context of population dynamics, but not for movement data. We further suggest plausible models for each of the behavioural modes by comparing both the measured PSD exponents and the distribution of the single-trajectory PSD to known theoretical results and simulations.

cond-mat.stat-mech↗
arXiv2022

Absence of confinement and non-Boltzmann stationary states of fractional Brownian motion in shallow external potentials

We study the diffusive motion of a particle in a subharmonic potential of the form $U(x)=|x|^c$ ($0 2(1-1/α)$ holds. We analyse the motion in terms of the mean squared displacement and (when it exists) the stationary probability density function (PDF). Moreover we discuss analogies of non-stationarity of L{é}vy flights in shallow external potentials.

cond-mat.stat-mech↗
arXiv2021

Distribution of first-reaction times with target regions on boundaries of shell-like domains

We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted "onion-shell" geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.

physics.chem-ph↗
arXiv2021

A molecular relay race: sequential first-passage events to the terminal reaction centre in a cascade of diffusion controlled processes

We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction setting encountered in diverse molecular biology systems, in which, e.g., a signal transduction proceeds via a series of consecutive "messengers": the first messenger has to find its respective immobile target site triggering a launch of the second messenger, the second messenger seeks its own target site and provokes a launch of the third messenger and so on, resembling a relay race in human competitions. For such a molecular relay race taking place in infinite one-, two- and three-dimensional systems, we find exact expressions for the probability density function of the time instant of the terminal reaction event, conditioned on preceding successful reaction events on an ordered array of target sites. The obtained expressions pertain to the most general conditions: number of intermediate stages and the corresponding diffusion coefficients, the sizes of the target sites, the distances between them, as well as their reactivities are arbitrary.

physics.bio-ph↗
arXiv2021

Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity

We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and mobility, the feasibility of an individual to change their position in the income distribution. For this purpose, we explore the properties of an established model for income growth that includes "resetting" as a stabilising force which ensures stationary dynamics. We find that the dynamics of inequality is regime-dependent and may range from a strictly non-ergodic state where this phenomenon has an increasing trend, up to a stable regime where inequality is steady and the system efficiently mimics ergodic behaviour. Mobility measures, conversely, are always stable over time, but the stationary value is dependent on the regime, suggesting that economies become less mobile in non-ergodic regimes. By fitting the model to empirical data for the dynamics of income share of the top earners in the United States, we provide evidence that the income dynamics in this country is consistently in a regime in which non-ergodicity characterises inequality and immobility dynamics. Our results can serve as a simple rationale for the observed real world income dynamics and as such aid in addressing non-ergodicity in various empirical settings across the globe.

econ.GN↗
arXiv2021

Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions

We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external, the resulting overdamped motion is described by the non-Markovian Langevin equation for fractional Brownian motion. For this case we show the existence of long time, stationary probability density functions (PDFs) the shape of which strongly deviates from the naively expected Boltzmann PDF in the confining potential $U(x)$. We analyse in detail the temporal approach to stationarity as well as the shape of the non-Boltzmann stationary PDF. A typical characteristic is that subdiffusive, antipersistent (with negative autocorrelation) motion tends to effect an accumulation of probability close to the origin as compared to the corresponding Boltzmann distribution while the opposite trend occurs for superdiffusive (persistent) motion. For this latter case this leads to distinct bimodal shapes of the PDF. This property is compared to a similar phenomenon observed for Markovian L{é}vy flights in superharmonic potentials. We also demonstrate that the motion encoded in the fractional Langevin equation driven by fractional Gaussian noise always relaxes to the Boltzmann distribution, as in this case the fluctuation-dissipation theorem is fulfilled.

cond-mat.stat-mech↗
arXiv2021

Universal relation between instantaneous diffusivity and radius of gyration of proteins in aqueous solution

Protein conformational fluctuations are highly complex and exhibit long-term correlations. Here, molecular dynamics simulations of small proteins demonstrate that these conformational fluctuations directly affect the protein's instantaneous diffusivity $D_I$. We find that the radius of gyration $R_g$ of the proteins exhibits $1/f$ fluctuations, that are synchronous with the fluctuations of $D_I$. Our analysis demonstrates the validity of the local Stokes-Einstein type relation $D_I\propto1/(R_g + R_0)$, where $R_0\sim0.3$ nm is assumed to be a hydration layer around the protein. From the analysis of different protein types with both strong and weak conformational fluctuations the validity of the Stokes-Einstein type relation appears to be a general property.

cond-mat.stat-mech↗
arXiv2020

Generalised geometric Brownian motion: Theory and applications to option pricing

Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics due to irregularities found when comparing its properties with empirical distributions. As a solution, we develop a generalisation of GBM where the introduction of a memory kernel critically determines the behavior of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and obtain the corresponding probability density functions by using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness.

q-fin.PR↗
arXiv2020

Lévy noise-driven escape from arctan potential wells

The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, L{é}vy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher-order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of Lévy noise-driven escape from an almost rectangular, arctan potential well restricted by two absorbing boundaries. We unveil analogies of the observed transient dynamics to the general properties of stationary states of L{é}vy processes in single-well potentials. The first escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness and height, of the arctan potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.

cond-mat.stat-mech↗
arXiv2020

Random Multi-Hopper Model. Super-Fast Random Walks on Graphs

We develop a model for a random walker with long-range hops on general graphs. This random multi-hopper jumps from a node to any other node in the graph with a probability that decays as a function of the shortest-path distance between the two nodes. We consider here two decaying functions in the form of the Laplace and Mellin transforms of the shortest-path distances. Remarkably, when the parameters of these transforms approach zero asymptotically, the multi-hopper's hitting times between any two nodes in the graph converge to their minimum possible value, given by the hitting times of a normal random walker on a complete graph. Stated differently, for small parameter values the multi-hopper explores a general graph as fast as possible when compared to a random walker on a full graph. Using computational experiments we show that compared to the normal random walker, the multi-hopper indeed explores graphs with clusters or skewed degree distributions more efficiently for a large parameter range. We provide further computational evidence of the speed-up attained by the random multi-hopper model with respect to the normal random walker by studying deterministic, random and real-world networks.

physics.soc-ph↗
arXiv2020

Reflected fractional Brownian motion in one and higher dimensions

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of large-scale computer simulations of FBM in one, two, and three dimensions in the presence of reflecting boundaries that confine the motion to finite regions in space. Generalizing earlier results for finite and semi-infinite one-dimensional intervals, we observe that the interplay between the long-time correlations of FBM and the reflecting boundaries leads to striking deviations of the stationary probability density from the uniform density found for normal diffusion. Particles accumulate at the boundaries for superdiffusive FBM while their density is depleted at the boundaries for subdiffusion. Specifically, the probability density $P$ develops a power-law singularity, $P\sim r^κ$, as function of the distance $r$ from the wall. We determine the exponent $κ$ as function of the dimensionality, the confining geometry, and the anomalous diffusion exponent $α$ of the FBM. We also discuss implications of our results, including an application to modeling serotonergic fiber density patterns in vertebrate brains.

cond-mat.stat-mech↗
arXiv2020

From single-particle stochastic kinetics to macroscopic reaction rates: fastest first-passage time of $N$ random walkers

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $Ω$ and then diffuse toward a reactive area $Γ$, which can be part of the outer boundary of $Ω$ or a reaction centre in the interior of $Ω$. For both cases of perfect and partial reactions, we obtain the explicit formulas for the first two moments of the fastest first-passage time (fFPT), i.e., the time when the first out of the $N$ particles reacts with $Γ$. Moreover, we investigate the full probability density of the fFPT. We discuss a significant role of the initial condition in the scaling of the average fastest first-passage time with the particle number $N$, namely, a much stronger dependence ($1/N$ and $1/N^2$ for partially and perfectly reactive targets, respectively), in contrast to the well known inverse-logarithmic behaviour found when all particles are released from the same fixed point. We combine analytic solutions with scaling arguments and stochastic simulations to rationalise our results, which open new perspectives for studying the relevance of multiple searchers in various situations of molecular reactions, in particular, in living cells.

cond-mat.stat-mech↗